I have the locking stitch built in but I don't like it as it produces a knot on the back...what I discovered is if you use it at the end of a line of stitching BUT only let it do three locking stitches - when you start your next line of stitching it will do the remaining three at the beginning, so apart from your initial starting point your quilting is secure and as a extra precaution I DO thread all the ends into a needle and bury them for as long as I can reach with a needle, a pain but you get a much neater finish. I do bring up the bobbin thread to start as otherwise you can get a 'birds nest' underneath, messy and hard work to correct afterwards :D